#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Equity;
using Cephei.QL.Methods.Finitedifferences.Solvers;
using Cephei.QL;
namespace Cephei.QL.Pricingengines.Vanilla
{
    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing.
	/// </summary>
    [Guid ("A05AE884-21D8-4c9e-8833-047BBD585603"),ComVisible(true)]
	public interface IFdHestonVanillaEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonVanillaEngine Calculate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonVanillaEngine EnableMultipleStrikesCaching(Cephei.Core.IVector<Double> strikes);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSolverDesc GetSolverDesc(Double equityScaleFactor);
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonVanillaEngine Update {get;}
    }   

    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black pricing. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFdHestonVanillaEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFdHestonVanillaEngine Create (Cephei.QL.Models.Equity.IHestonModel model, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> vGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSchemeDesc> schemeDesc);
    }
}

